+601.7%
TWLO vs RY
+368.5%
+233.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.3% |
| 7D | -1.5% | -0.9% | -0.6% | -0.9% |
| 30D | -26.0% | +5.9% | -31.9% | -28.6% |
| 3M | +4.6% | -4.3% | +8.8% | +7.3% |
| 6M | +5.5% | +12.1% | -6.6% | -2.8% |
| YTD | +42.0% | +20.3% | +21.8% | +24.4% |
| 1Y | +58.5% | +41.0% | +17.5% | +24.6% |
| 3Y | +279.7% | +157.5% | +122.1% | +98.6% |
| 5Y | -35.0% | +123.2% | -158.1% | -62.4% |
| 10Y | +539.9% | +365.7% | +174.2% | +124.6% |
| All | +601.7% | +368.5% | +233.2% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling